+50.4%
VZ vs GGLL
+217.5%
-167.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.1% |
| 7D | +0.9% | +11.5% | -10.6% | +1.0% |
| 30D | +6.9% | -31.2% | +38.2% | +6.7% |
| 3M | +0.6% | -28.7% | +29.3% | +0.4% |
| 6M | +0.3% | -47.2% | +47.5% | +0.1% |
| YTD | +21.9% | -24.3% | +46.2% | +21.7% |
| 1Y | +21.7% | -12.0% | +33.7% | +21.3% |
| 3Y | +58.5% | +169.6% | -111.1% | +49.9% |
| All | +50.4% | +217.5% | -167.1% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GGLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling